dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-01-18T10:17:23Zhttps://git.dynare.org/Dynare/dynare/issues/1633Filter out cases where stochastic simulation is run with no shocks2019-01-18T10:17:23ZJohannes Pfeifer Filter out cases where stochastic simulation is run with no shocksWhen using `stoch_simul` without varexo, a cryptic error message will appear. See https://forum.dynare.org/t/how-to-compute-the-decision-rule-matrix-oo-dr-ghx-of-a-deterministic-model/13095
We should provide an informative message, potentially at the level of the preprocessor.4.6https://git.dynare.org/Dynare/dynare/issues/1414command options should be made local, and a new syntax should provide persist...2019-01-15T10:52:35ZHoutan Bastanicommand options should be made local, and a new syntax should provide persistent optionsAllow users the possibility to bypass the current situation where an option set in one command is perpetuated into other commands when the user doesn't explicitly pass the option again. e.g. In the following case, the second call to `command` will have options 1, 2, and 3 set even though only 1 and 3 were passed:
```
command(option1, option2);
command(option1, option3);
```
Introduce a new syntax such as
```
command(option1, option2);
command!(option1, option3);
```
which would tell the preprocessor to reset all command-specific options to their defaults before writing output. To do this, every command's options must be local to a substructure of `options_` (i.e. `options_.command.option1`, `options_.command.option2`, etc.)5.0Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/217permit Dynare to compute k order perturbation2018-11-15T16:48:48ZSébastien Villemotpermit Dynare to compute k order perturbationLifting the current restriction is order = 3.
We should use only bytecode for order > 3
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1628Document new preprocessor options2018-11-15T09:15:38ZJohannes Pfeifer Document new preprocessor optionsAs far as I can see, the options `[output=dynamic|first|second|third]` and `[language=julia]` have not yet been documented4.6https://git.dynare.org/Dynare/dynare/issues/466Make build system for MEX files compatible with future automake versions2018-11-09T11:28:55ZSébastien VillemotMake build system for MEX files compatible with future automake versionsIn future versions of automake, the `subdir-objects` option will be activated by default. This option breaks the way we build the MEX files. We need to redesign the build system for MEX files, or find a workaround.
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/234add @#elseif to macroprocessor2018-11-08T11:57:36ZSébastien Villemotadd @#elseif to macroprocessorsaves users from:
if
else
if
else
endif
endif
https://git.dynare.org/Dynare/dynare/issues/1114create contributions.md describing how to contribute to dynare2018-11-08T11:54:36ZHoutan Bastanicreate contributions.md describing how to contribute to dynare5.0Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/526Support the estimation of static models2018-11-08T11:49:07ZJohannes Pfeifer Support the estimation of static modelsSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5120
It seems not all variables are correctly initialized
https://git.dynare.org/Dynare/dynare/issues/530checking singularity in first order approximation2018-11-08T11:49:07ZMichelJuillardchecking singularity in first order approximationCurrently, we don't check for singularity in first order approximation when solving for static variables (is b10 singular?) or solving for shocks coefficient (is A_ singular?)
1) We should probably add a warning to stoch_simul (and ramsey_policy)
2) Should we care for estimation? Should expand the implicit prior to b10 and A_ non-singular?
3) If b10 is singular, the model has a problem: it is not possible to determine some static variable from the solution of the dynamic part of the model
4) The conditions under which A_ can be singular are mode difficult to determine.
5.0https://git.dynare.org/Dynare/dynare/issues/564ramsey policy at order 22018-11-08T11:49:07ZMichelJuillardramsey policy at order 2The code for computing a 2nd order approximation of Ramsey policy is already in place. I just need to complete the evaluation of objective function (at 3rd order).
5.0MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/issues/568Integrate DMM2018-11-08T11:49:07ZHoutan BastaniIntegrate DMMhttp://ipsc.jrc.ec.europa.eu/?id=790
http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/software/DMMmanual.pdf
5.0MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/issues/1521create class for storing/writing metropolis draws2018-11-08T11:46:46ZHoutan Bastanicreate class for storing/writing metropolis drawsIn the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- an structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.4.6https://git.dynare.org/Dynare/dynare/issues/294rework option handling2018-11-08T11:43:59ZSébastien Villemotrework option handlingIt's desirable at times to know whether or not a user has set an option in the .mod file.
To do this, we can hack the preprocessor to maintain a separate cellarray, that it would assign to every time it encounters an option. Something to the effect of:
'option' , assigned , default_val
<<string>>, <<0 or 1>>, <<general>>
This can be done in the preprocessor without changing the backend matlab code. It would thereby provide the possibility, when needed, to check whether or not an option was assigned by the user, allowing us to know whether or not we can change the value.
5.0Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/243Publicly distribute the Dynare slides2018-11-08T11:27:28ZSébastien VillemotPublicly distribute the Dynare slidesWe already distribute the slides on the summerschool temporary website, but this is not very visible. We should probably have a more permanent location, and maybe also add them in the Dynare package.
Also, we may consider putting the LaTeX source in git.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/825Fix using steady state operator on exogenous variables2018-11-08T11:12:24ZJohannes Pfeifer Fix using steady state operator on exogenous variablesThe mod-file
```
var c, h, pi, w, R, r_e, y, gdp, gdp_hat, k, g, w_tilde, w_eq, w_min;
varexo d, z, eta;
parameters beta, sigma, gamma, theta, ni, tau_w, phi_p, phi_y, rho, alpha;
beta = 0.997;
sigma = 1;
gamma = 458.4;
theta = 6.1;
tau_w = 0.2;
ni = 0.28;
phi_p = 1.5;
phi_y = 0.125;
rho = 0.3;
alpha = 0.064;
model;
w_tilde=rho/(1+pi)*w(-1)+(1-rho)*w_eq;
w_eq =(1-alpha)*steady_state(z)*steady_state(h)^(-alpha);
w_min =w(-1)/(1+pi);
//mrs=c^sigma*h^ni/(1-tau_w);
gdp_hat =log(gdp)-log(steady_state(gdp));
r_e=1/(beta*d(+1))-1;
//FOC labor
c^sigma*h^ni=max(w_tilde,w_min)*(1-tau_w);
//Euler equation 1
1=beta*d(+1)*(1+R)/(1+pi(+1))*(c/c(+1))^sigma;
//Euler equation 2
0=(1/(1-alpha))*max(w_tilde,w_min)/z*h^alpha-1-gamma/theta*pi*(1+pi)+beta*d(+1)*(c/c(+1))^sigma * y(+1)/y*gamma/theta*pi(+1)*(1+pi(+1));
// Taylor rule with ZLB
R=max(0,r_e+phi_p*pi+phi_y*gdp_hat);
//output
y=z*h^(1-alpha);
//aggregate resource constraint
c=(1-k-eta)*y;
// resource cost of price adjustment
k=(gamma/2)*(pi^2);
//government purchases
g=eta*y;
// GDP
gdp=(1-k)*y;
//utility
//u=(c^(1-sigma))/(1-sigma)-(h^(1+ni))/(1+ni);
end;
initval;
z=1;
d=1;
pi=0;
k=(gamma/2)*(pi^2);
r_e=1/(beta*d)-1;
h=1;
y=z*h^(1-alpha);
g=eta*y;
c=(1-k-eta)*y;
//w=z;
//w=(1-alpha)/(h^alpha);
gdp=(1-k)*y;
R=r_e;
eta=0.2;
end;
steady;
check;
```
uses `steady_state(z)` where `z` is an exogenous variable. In the `_dynamic` file, the preprocessor translates this to `oo_.exo_steady_state(2)` which does not exist in the `_dynamic` file, leading to a crash. We should either disallow using the steady state operator on exogenous variables or simply enforce that the steady state of exogenous variables is 0. I would prefer the first one as the second would only be viable for stochastic simulations.
4.6MichelJuillardHoutan BastaniFerhatMihoubiMichelJuillardhttps://git.dynare.org/Dynare/dynare/issues/630Improving Ramsey computations2018-11-08T10:34:14ZMichelJuillardImproving Ramsey computations1) adding the possibility to use one of the parameters of the model as the planner_discount factor
2) give independent access to the fonction evaluating the objective function
5.0MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/issues/637M_.state_var2018-11-08T10:33:56ZMichelJuillardM_.state_varCurrently, the vector M_.state_var is created by the preprocessor only when estimation is taking place. Because, this vector contains information useful in any context involving linear representation, I suggest to create it in all cases.
M_.state_var points to variables in declaration order, but is not sorted. This is confusing
In addition, dr_block copies it to oo_.dr. This is confusing.
4.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/issues/824Add an interface for joint priors.2018-11-08T10:32:51ZStéphane Adjemianstepan@dynare.orgAdd an interface for joint priors.Only available for the new estimation syntax. Something like:
``` example
[alpha, beta].prior(shape=gaussian, mean=Vector, variance=Matrix, ...)
```
This interface is needed for Dirichlet priors over probabilities.
5.0Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/846Provide inverse gamma prior with indeterminate moments2018-11-08T10:32:21ZJohannes Pfeifer Provide inverse gamma prior with indeterminate momentsWe currently only allow specifying inverse gamma priors with finite/unique mean and variance. But Leeper/Walker/Yang (2010) in an influential paper use an inverse gamma prior with s=1 and nu=4 (parametrization as at http://en.wikipedia.org/wiki/Inverse-gamma_distribution), which implies non-existing first and second moments. I would suggest to provide a new prior `inv_gamma_parametrized` that takes the values provided in the mean and standard deviation fields of the `estimated_params`-block directly as the parameters of the distribution, thereby avoiding the impossible transformation from mean and variances.
I would implement this when doing #520
https://git.dynare.org/Dynare/dynare/issues/877document set_time, estimation_data, subsamples, joint_prior, prior, std_prior...2018-11-08T10:32:11ZHoutan Bastanidocument set_time, estimation_data, subsamples, joint_prior, prior, std_prior, corr_prior, prior equal, options, std_options, corr_options, options equal5.0Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.org